-63.1%
CSGP vs JBL
+298.8%
-361.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -3.2% | -8.1% | +4.9% | -2.3% |
| 30D | +2.2% | -18.4% | +20.7% | +4.3% |
| 3M | -3.7% | -25.8% | +22.1% | -0.8% |
| 6M | -7.4% | -29.6% | +22.2% | -4.9% |
| YTD | -54.9% | +9.6% | -64.5% | -59.0% |
| 1Y | -54.9% | +14.1% | -69.0% | -59.5% |
| 3Y | -61.9% | +95.9% | -157.8% | -72.9% |
| 5Y | -63.1% | +298.3% | -361.4% | -82.9% |
| All | -63.1% | +298.8% | -361.9% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling